Expectation Maximization and Complex Duration Distributions for Continuous Time Bayesian Networks (2005)by U. Nodelman, C.R. Shelton, and D. Koller
Abstract:
Continuous time Bayesian networks (CTBNs) describe structured stochastic processes with finitely many states that evolve over continuous time. A CTBN is a directed (possibly cyclic) dependency graph over a set of variables, each of which represents a finite state continuous time Markov process whose transition model is a function of its parents. We address the problem of learning the parameters and structure of a CTBN from partially observed data. We show how to apply expectation maximization (EM) and structural expectation maximization (SEM) to CTBNs. The availability of the EM algorithm allows us to extend the representation of CTBNs to allow a much richer class of transition durations distributions, known as phase distributions. This class is a highly expressive semiparametric representation, which can approximate any duration distribution arbitrarily closely. This extension to the CTBN framework addresses one of the main limitations of both CTBNs and DBNs the restriction to exponentially / geometrically distributed duration. We present experimental results on a real data set of people s life spans, showing that our algorithm learns reasonable models structure and parameters from partially observed data, and, with the use of phase distributions, achieves better performance than DBNs.
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U. Nodelman, C.R. Shelton, and D. Koller (2005). "Expectation Maximization and Complex Duration Distributions for Continuous Time Bayesian Networks." Proceedings of the Twentyfirst Conference on Uncertainty in AI (UAI) (pp. 421430).


Bibtex citation
@inproceedings{Nodelman+al:UAI05EM,
title = {Expectation Maximization and Complex Duration Distributions for
Continuous Time Bayesian Networks},
author = {U. Nodelman and C.R. Shelton and D. Koller},
booktitle = {Proceedings of the Twentyfirst Conference on Uncertainty in AI (UAI)},
address = {Edinburgh, Scottland, UK},
month = {July},
year = 2005,
pages = {421430},
}
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